+73.7%
AMAT vs TRU
+2.0%
+71.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.1% | +6.0% |
| 7D | +7.0% | 0.0% | +7.0% | +6.9% |
| 30D | -20.6% | +24.3% | -44.8% | -15.4% |
| 3M | -24.8% | +2.3% | -27.1% | -23.2% |
| 6M | -10.7% | +17.7% | -28.4% | -7.4% |
| YTD | +54.3% | -3.8% | +58.1% | +63.3% |
| 1Y | +73.7% | -0.3% | +74.0% | +81.5% |
| All | +73.7% | +2.0% | +71.7% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling